Hugo, thinking a bit more about your problem, I'm wondering about the role of excess or repeated cable flex at or near the grub screw causing metal fatigue.
Of course, the rear splitter allows for actual un/screwing, as it is basically just a seat for the leaded end of the cable and this tolerates some "slop". The front splitter half is secured rigidly to the cable so any movement will be concentrated at the screw.
Besides reinforcing the stranded wire as I suggested earlier, is there something causing the front run of cable to bend and flex unduly? Something like a nearby cable stop or frame boss? Maybe a clamped-on accessory band? Is the anti-scratch o-ring still intact on the front half of the splitter? Is the cable end getting bent overmuch while the bike is disassembled or put into a case?
Just trying to think of possible contributors.
If your splitters have hex flats, it might be worth holding the front half stationary from twisting with a small wrench while you spin the freely turning rear half. I modified a small, automotive ignition points wrench for a friend's similar need and it seemed to do the trick for him.
EDIT 1: If you are using the J-TEK cable splitters without wrench flats, they're available in different lengths and for gear vs brake cables. I presume the difference is related to the size of the leaded cable end? Perhaps fitting a longer or shorter example -- if possible -- would ease stress on the cable. See...
https://www.sjscycles.co.uk/search/?term=j-tek%20cable%20splitter&geoc=USEDIT 2: Is the cable splitter fitted midway in the open run of cable between stops? If the splitter is too close to the front stop, the cable will flex at greater angularity, right where it is clamped by the grub screw(s), resulting in metal fatigue and snapped cables.
Best, Dan.